Can't connect to internet using a Vodafone (ZTE) K3806-Z mobile broadband USB key on Fedora 21

[Dario]

Hi everyone, as the subject says: I can't connect to internet using that 
USB key on Fedora 21, while I can connect on Windows 7, and I also can 
connect using another USB key (ONDA MT835UP) which relies on a different 
ISP.

My system:
* Fedora 21 (Cinnamon)
* Linux rudar-p5k 4.0.4-202.fc21.x86_64 #1 SMP Wed May 27 22:28:42 UTC 
2015 x86_64 x86_64 x86_64 GNU/Linux

Here are the steps to reproduce my issue:
* plug the USB key and wait for it to be detected
* open the network applet from tray and select "Network Connections" 
(will start nm-connection-editor)
* press "Add", select "Mobile Broadband", press "Create..."
* select the "Vodafone (ZTE) K3806-Z" device, press next, select Italy, 
select Vodafone, choose the APN, press next, press Apply
* modify number to *99***1#, disable roaming, save
* open the network applet from tray and turn on "Mobile Broadband"

After that procedure there won't be any active connection (for example 
ping 8.8.8.8 fails).
I managed to log (with debug level) /var/log/messages while connecting 
with the two different USB keys:

Messages of "Vodafone (ZTE) K3806-Z" while connecting - 
http://pastebin.com/xjBYZzEB
Messages of "ONDA MT835UP" while connecting - http://pastebin.com/g3Vrgr4J

As you can see I'm getting a curious error:
* failed to connect modem: Couldn't parse IPv6 address '255.0.0.0'
That's no IPv6 address, that's an IPv4 address, I'm confused.

Is there anyone who can help?
Thanks for reading.